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CTASimplify Managed Futures Strategy ETF

Diversifier4y track recordRanked #32 of 266 in this goal

Seeks long term capital appreciation.

By Simplify Asset Management · Launched 2022

Annual Cost

0.75%

#3,919 of 5,853 · average

Fund Size

$1.5B

#903 of 5,853 · large

Return (1Y)Goal

+1.9%

Track Record

4 years

#2,571 of 5,853 · seasoned

Performance

Total-return NAV · USD
Growth of $10,000
$10,407+4.1%

Total-return NAV, USD. Net of fund fees, before tax.

What's inside

How Beacon categorizes this fund

Asset class

Alternative

Region

Global

Strategy

Managed futures

What it actually holds

By weight

Concentration

Top 10 holdings = 155.3% of fundconcentrated

Simplify Exchange Traded Funds
67.5%
United States Treasury Bills
63.2%
United States Treasury Bills
5.9%
United States Treasury Bills
4.5%
United States Treasury Bills
3.5%
United States Treasury Bills
3.3%
United States Treasury Bills
2.3%
United States Treasury Bills
2.0%
United States Treasury Bills
1.9%
ICE FUTURES EUROPE
1.4%

Asset allocation

Other
194.6%
Cash
116.5%
Stocks
7.7%

Risk profile

Last 12 months · Sharpe & Sortino need 3+ years
Volatility (1Y)
21.7%High

Year-on-year price swings

Max drawdown
-20.4%Moderate

Worst peak-to-trough loss

Sharpe (3Y)
0.37Below average
Sortino (3Y)
0.51Moderate downside risk

Listing

Exchange
NYSE Arca

Full fund details

Objective
Seeks long term capital appreciation.
Strategy
Invests in equity, U.S. Treasury, commodity, and foreign exchange futures contracts to capture economic benefits from rising trends. Positions are based on price trends and momentum signals, with up to 25% of assets in a wholly-owned subsidiary for commodity market exposure.
Inception date
March 7, 2022
Fund family
Simplify Asset Management

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Data updated on 2026-08-02